From 7e62247217f75024d09edae20fcf9d695ebf83f3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E8=96=87=E8=96=87=E5=AE=89?= Date: Fri, 6 Feb 2026 08:21:29 +0800 Subject: [PATCH] 1 --- trading_system/risk_manager.py | 33 +++++++++++++++++++++++++++++++++ 1 file changed, 33 insertions(+) diff --git a/trading_system/risk_manager.py b/trading_system/risk_manager.py index 57a22aa..4334426 100644 --- a/trading_system/risk_manager.py +++ b/trading_system/risk_manager.py @@ -959,6 +959,39 @@ class RiskManager: f"({final_stop_loss_pct_margin:.2f}% > {stop_loss_percent*100:.1f}%)，" f"但予以保留（风险已通过仓位控制）" ) + + # ⚠️ 最终强制检查：最小止损距离（防止 -2021 Order would immediately trigger） + # 此检查必须在最后执行，覆盖之前的逻辑，因为这是交易所/系统的硬性约束 + if stop_loss_price_price is not None: + adjusted = False + if side == 'BUY': + # 做多：止损价必须足够低 (SL <= Entry * (1 - MinDist)) + if final_stop_loss > stop_loss_price_price: + logger.warning( + f"⚠️ 止损价({final_stop_loss:.4f})离入场价太近，" + f"强制调整为最小距离止损价({stop_loss_price_price:.4f})" + ) + final_stop_loss = stop_loss_price_price + selected_method = '最小距离（强制）' + adjusted = True + else: + # 做空：止损价必须足够高 (SL >= Entry * (1 + MinDist)) + if final_stop_loss < stop_loss_price_price: + logger.warning( + f"⚠️ 止损价({final_stop_loss:.4f})离入场价太近，" + f"强制调整为最小距离止损价({stop_loss_price_price:.4f})" + ) + final_stop_loss = stop_loss_price_price + selected_method = '最小距离（强制）' + adjusted = True + + if adjusted: + # 重新计算保证金百分比用于日志 + if side == 'BUY': + final_stop_loss_amount = (entry_price - final_stop_loss) * quantity + else: + final_stop_loss_amount = (final_stop_loss - entry_price) * quantity + final_stop_loss_pct_margin = (final_stop_loss_amount / margin * 100) if margin > 0 else 0 logger.info( f"最终止损 ({side}): {final_stop_loss:.4f} (使用{selected_method}), "